Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549738.2991 | 1555553.6999 | -5815.4008 | 679842.8695 | 766427.5389 | -86584.6694 |
Total P&L (%) | 1549.7383 | 1555.5537 | -5.8154 | 679.8429 | 766.4275 | -86.5847 |
Avg Daily Profit (%) | 0.8292 | 0.8323 | -0.0031 | 0.11 | 0.1156 | -0.1074 |
Buy And Hold Return (%) | 454.1201 | 454.1201 | 454.1201 | 454.1201 | 454.1201 | 454.1201 |
Max Trade Drawdown | -137207 | -124137 | -105391 | -2078026 | -2192227 | -1437389 |
Profit Factor | 3.1221 | 5.0935 | 0.9834 | 1.0784 | 1.1559 | 0.9769 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 43.5644 | 42 | 45.098 | 43.5644 | 42 | 45.098 |
Ratio Avg Win / Avg Loss | 4.0445 | 7.0339 | 1.1972 | 1.397 | 1.5962 | 1.1893 |
Largest Winning Trade | 1027613 | 1027613 | 52505 | 1749776 | 1749776 | 686673 |
Largest Losing Trade | -61416 | -39307 | -61416 | -954853 | -892565 | -954853 |
Avg Bars in Trades | 52 | 65 | 40 | 52 | 65 | 40 |
Avg Bars in Winners | 69 | 87 | 54 | 69 | 87 | 54 |
Avg Bars in Losers | 39 | 50 | 28 | 39 | 50 | 28 |
Bars Traded | 5341 | 3289 | 2052 | 5341 | 3289 | 2052 |
Profit Streak | 0 | 95.9133 | 0 | 0 | 95.9133 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510431 | -163483 | -761072 | -193421 | -277021 | -761072 |
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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